ECBOT 5 Year T-Note Future December 2023

Trading Metrics calculated at close of trading on 11-Oct-2023

Day Change Summary
	Previous	Current
	10-Oct-2023	11-Oct-2023	Change	Change %	Previous Week
Open	105-155	105-110	-0-045	-0.1%	105-080
High	105-180	105-198	0-018	0.1%	105-082
Low	105-040	105-072	0-032	0.1%	104-085
Close	105-108	105-112	0-005	0.0%	104-252
Range	0-140	0-125	-0-015	-10.7%	0-318
ATR	0-152	0-150	-0-002	-1.3%	0-000
Volume	1,492,624	1,412,245	-80,379	-5.4%	7,020,732

Daily Pivots for day following 11-Oct-2023
	Classic	Woodie	Camarilla	DeMark
R4	106-182	106-112	105-181
R3	106-058	105-308	105-147
R2	105-252	105-252	105-135
R1	105-182	105-182	105-124	105-218
PP	105-128	105-128	105-128	105-145
S1	105-058	105-058	105-101	105-092
S2	105-002	105-002	105-090
S3	104-198	104-252	105-078
S4	104-072	104-128	105-044

Weekly Pivots for week ending 06-Oct-2023
	Classic	Woodie	Camarilla	DeMark
R4	107-239	107-083	105-107
R3	106-242	106-086	105-020
R2	105-244	105-244	104-311
R1	105-088	105-088	104-282	105-008
PP	104-247	104-247	104-247	104-206
S1	104-091	104-091	104-223	104-010
S2	103-249	103-249	104-194
S3	102-252	103-093	104-165
S4	101-254	102-096	104-078

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	105-198	104-122	1-075	1.2%	0-158	0.5%	78%	True	False	1,242,977
10	105-198	104-085	1-112	1.3%	0-158	0.5%	80%	True	False	1,366,645
20	106-132	104-085	2-048	2.0%	0-138	0.4%	51%	False	False	1,232,492
40	107-092	104-085	3-008	2.9%	0-134	0.4%	36%	False	False	1,175,641
60	108-205	104-085	4-120	4.2%	0-139	0.4%	25%	False	False	788,409
80	108-222	104-085	4-138	4.2%	0-116	0.3%	25%	False	False	591,312
100	109-308	104-085	5-222	5.4%	0-092	0.3%	19%	False	False	473,050
120	112-035	104-085	7-270	7.4%	0-077	0.2%	14%	False	False	394,208

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-032
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	107-089
2.618	106-205
1.618	106-080
1.000	106-002
0.618	105-275
HIGH	105-198
0.618	105-150
0.500	105-135
0.382	105-120
LOW	105-072
0.618	104-315
1.000	104-268
1.618	104-190
2.618	104-065
4.250	103-181

Fisher Pivots for day following 11-Oct-2023
Pivot	1 day	3 day
R1	105-135	105-105
PP	105-128	105-098
S1	105-120	105-091

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

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